NYMEX miNY Light Sweet Crude Oil Future December 2007
Trading Metrics calculated at close of trading on 03-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2007 |
03-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
71.900 |
72.500 |
0.600 |
0.8% |
70.675 |
High |
72.625 |
73.000 |
0.375 |
0.5% |
72.625 |
Low |
71.900 |
72.500 |
0.600 |
0.8% |
69.800 |
Close |
72.460 |
72.750 |
0.290 |
0.4% |
72.460 |
Range |
0.725 |
0.500 |
-0.225 |
-31.0% |
2.825 |
ATR |
1.150 |
1.106 |
-0.044 |
-3.8% |
0.000 |
Volume |
9 |
9 |
0 |
0.0% |
74 |
|
Daily Pivots for day following 03-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.250 |
74.000 |
73.025 |
|
R3 |
73.750 |
73.500 |
72.888 |
|
R2 |
73.250 |
73.250 |
72.842 |
|
R1 |
73.000 |
73.000 |
72.796 |
73.125 |
PP |
72.750 |
72.750 |
72.750 |
72.813 |
S1 |
72.500 |
72.500 |
72.704 |
72.625 |
S2 |
72.250 |
72.250 |
72.658 |
|
S3 |
71.750 |
72.000 |
72.613 |
|
S4 |
71.250 |
71.500 |
72.475 |
|
|
Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.103 |
79.107 |
74.014 |
|
R3 |
77.278 |
76.282 |
73.237 |
|
R2 |
74.453 |
74.453 |
72.978 |
|
R1 |
73.457 |
73.457 |
72.719 |
73.955 |
PP |
71.628 |
71.628 |
71.628 |
71.878 |
S1 |
70.632 |
70.632 |
72.201 |
71.130 |
S2 |
68.803 |
68.803 |
71.942 |
|
S3 |
65.978 |
67.807 |
71.683 |
|
S4 |
63.153 |
64.982 |
70.906 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.000 |
70.100 |
2.900 |
4.0% |
1.010 |
1.4% |
91% |
True |
False |
14 |
10 |
73.000 |
68.425 |
4.575 |
6.3% |
1.025 |
1.4% |
95% |
True |
False |
14 |
20 |
73.000 |
68.425 |
4.575 |
6.3% |
1.035 |
1.4% |
95% |
True |
False |
14 |
40 |
75.900 |
68.425 |
7.475 |
10.3% |
0.760 |
1.0% |
58% |
False |
False |
9 |
60 |
75.900 |
68.425 |
7.475 |
10.3% |
0.550 |
0.8% |
58% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.125 |
2.618 |
74.309 |
1.618 |
73.809 |
1.000 |
73.500 |
0.618 |
73.309 |
HIGH |
73.000 |
0.618 |
72.809 |
0.500 |
72.750 |
0.382 |
72.691 |
LOW |
72.500 |
0.618 |
72.191 |
1.000 |
72.000 |
1.618 |
71.691 |
2.618 |
71.191 |
4.250 |
70.375 |
|
|
Fisher Pivots for day following 03-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
72.750 |
72.550 |
PP |
72.750 |
72.350 |
S1 |
72.750 |
72.150 |
|